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Although Reinforcement Learning (RL) algorithms have found tremendous success in simulated domains, they often cannot directly be applied to physical systems, especially in cases where there are hard constraints to satisfy (e.g. on safety…

Machine Learning · Computer Science 2020-08-28 Harsh Satija , Philip Amortila , Joelle Pineau

In an ever expanding set of research and application areas, deep neural networks (DNNs) set the bar for algorithm performance. However, depending upon additional constraints such as processing power and execution time limits, or…

Machine Learning · Computer Science 2021-06-22 Nathan Dahlin , Krishna Chaitanya Kalagarla , Nikhil Naik , Rahul Jain , Pierluigi Nuzzo

We analyze a fixed-point algorithm for reinforcement learning (RL) of optimal portfolio mean-variance preferences in the setting of multivariate generalized autoregressive conditional-heteroskedasticity (MGARCH) with a small penalty on…

Computational Finance · Quantitative Finance 2023-02-17 Andrew Papanicolaou , Hao Fu , Prashanth Krishnamurthy , Farshad Khorrami

We propose a novel training method that integrates rules into deep learning, in a way the strengths of the rules are controllable at inference. Deep Neural Networks with Controllable Rule Representations (DeepCTRL) incorporates a rule…

Machine Learning · Computer Science 2021-11-18 Sungyong Seo , Sercan O. Arik , Jinsung Yoon , Xiang Zhang , Kihyuk Sohn , Tomas Pfister

This paper introduces a Deep Reinforcement Learning (DRL) based TCP congestion-control algorithm that uses a Deep Q-Network (DQN) to adapt the congestion window (cWnd) dynamically based on observed network state. The proposed approach…

Networking and Internet Architecture · Computer Science 2026-01-21 Efe Ağlamazlar , Emirhan Eken , Harun Batur Geçici

In standard reinforcement learning (RL), a learning agent seeks to optimize the overall reward. However, many key aspects of a desired behavior are more naturally expressed as constraints. For instance, the designer may want to limit the…

Machine Learning · Computer Science 2021-01-29 Sobhan Miryoosefi , Kianté Brantley , Hal Daumé , Miroslav Dudik , Robert Schapire

Reinforcement learning (RL) has been effective for post-training autoregressive (AR) language models, but extending these methods to diffusion language models (DLMs) is challenging due to intractable sequence-level likelihoods. Existing…

Dynamic distribution network reconfiguration (DNR) algorithms perform hourly status changes of remotely controllable switches to improve distribution system performance. The problem is typically solved by physical model-based control…

Systems and Control · Electrical Eng. & Systems 2020-06-24 Yuanqi Gao , Wei Wang , Jie Shi , Nanpeng Yu

Deep reinforcement learning has been recognized as an efficient technique to design optimal strategies for different complex systems without prior knowledge of the control landscape. To achieve a fast and precise control for quantum…

Quantum Physics · Physics 2021-01-05 Hailan Ma , Daoyi Dong , Steven X. Ding , Chunlin Chen

In particle physics, Monte Carlo (MC) event generators are needed to compare theory to the measured data. Many MC samples have to be generated to account for theoretical systematic uncertainties, at a significant computational cost.…

High Energy Physics - Experiment · Physics 2023-12-04 Valentina Guglielmi

We propose a method for efficiently incorporating constraints into a stochastic gradient Langevin framework for the training of deep neural networks. Constraints allow direct control of the parameter space of the model. Appropriately…

Machine Learning · Computer Science 2021-06-22 Benedict Leimkuhler , Timothée Pouchon , Tiffany Vlaar , Amos Storkey

Most known regret bounds for reinforcement learning are either episodic or assume an environment without traps. We derive a regret bound without making either assumption, by allowing the algorithm to occasionally delegate an action to an…

Machine Learning · Computer Science 2019-07-22 Vanessa Kosoy

The application of Deep Reinforcement Learning (DRL) to inventory management is an emerging field. However, traditional DRL algorithms, originally developed for diverse domains such as game-playing and robotics, may not be well-suited for…

Machine Learning · Computer Science 2025-06-04 Tarkan Temizöz , Christina Imdahl , Remco Dijkman , Douniel Lamghari-Idrissi , Willem van Jaarsveld

A method is developed to numerically solve chance constrained optimal control problems. The chance constraints are reformulated as nonlinear constraints that retain the probability properties of the original constraint. The reformulation…

Optimization and Control · Mathematics 2020-05-29 Rachel E. Keil , Alexander T. Miller , Mrinal Kumar , Anil V. Rao

We propose a novel constrained reinforcement learning method for finding optimal policies in Markov Decision Processes while satisfying temporal logic constraints with a desired probability throughout the learning process. An…

Robotics · Computer Science 2021-09-07 Derya Aksaray , Yasin Yazicioglu , Ahmet Semi Asarkaya

In distributed optimization, the practical problem-solving performance is essentially sensitive to algorithm selection, parameter setting, problem type and data pattern. Thus, it is often laborious to acquire a highly efficient method for a…

Optimization and Control · Mathematics 2024-01-04 Daokuan Zhu , Tianqi Xu , Jie Lu

Reliability quantification of deep reinforcement learning (DRL)-based control is a significant challenge for the practical application of artificial intelligence (AI) in safety-critical systems. This study proposes a method for quantifying…

Systems and Control · Electrical Eng. & Systems 2024-07-22 Hitoshi Yoshioka , Hirotada Hashimoto

Constrained Markov Decision Processes are a class of stochastic decision problems in which the decision maker must select a policy that satisfies auxiliary cost constraints. This paper extends upper confidence reinforcement learning for…

Machine Learning · Computer Science 2020-01-28 Liyuan Zheng , Lillian J. Ratliff

Deep Neural Networks (DNNs) are widely used for their ability to effectively approximate large classes of functions. This flexibility, however, makes the strict enforcement of constraints on DNNs an open problem. Here we present a framework…

Machine Learning · Computer Science 2023-02-10 Eric Marcus , Ray Sheombarsing , Jan-Jakob Sonke , Jonas Teuwen

The model-based power allocation algorithm has been investigated for decades, but it requires the mathematical models to be analytically tractable and it usually has high computational complexity. Recently, the data-driven model-free…

Information Theory · Computer Science 2019-01-23 Fan Meng , Peng Chen , Lenan Wu , Julian Cheng